I use straw! My current layers (EE's and White Leghorns love it! I offered a few boxes of pine shavings and they Never went in there! Straw works great and is easy to clean! All I do is pull out the few pieces of poopy straw every few days!

I use the same shavings that I use for my floor litter (clean, obviously ); with a sufficient lip on the nestbox it works just fine, and when nestbox bedding gets a bit pooey I just "promote" it to the floor.

But you can use practically anything. Shredded paper, straw (chopped or whole), very well-dried long-staple grass, dried leaves, whatever.